-99.1%
AMC vs MTCH
-71.8%
-27.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.4% | -3.8% |
| 7D | -2.8% | +3.5% | -6.4% | -4.8% |
| 30D | +14.0% | +0.3% | +13.7% | +13.3% |
| 3M | +42.5% | +13.7% | +28.8% | +29.5% |
| 6M | +142.6% | +17.6% | +125.0% | +115.7% |
| YTD | +119.2% | +31.8% | +87.4% | +80.3% |
| 1Y | +40.7% | +29.2% | +11.5% | +17.3% |
| 3Y | -57.3% | +46.7% | -104.0% | -69.9% |
| 5Y | -99.1% | -70.9% | -28.2% | -97.1% |
| All | -99.1% | -71.8% | -27.3% | -97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MTCH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling